+219.8%
CFG vs WWD
+468.3%
-248.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.1% |
| 7D | -0.8% | +3.7% | -4.5% | -3.0% |
| 30D | +3.1% | +1.8% | +1.3% | +1.4% |
| 3M | -9.7% | -5.0% | -4.7% | -7.9% |
| 6M | +6.7% | -8.4% | +15.1% | +9.6% |
| YTD | +15.2% | +12.3% | +2.9% | +2.5% |
| 1Y | +28.8% | +26.2% | +2.5% | +5.4% |
| 3Y | +190.1% | +154.6% | +35.5% | +43.8% |
| 5Y | +63.4% | +195.3% | -131.9% | -29.6% |
| 10Y | +219.8% | +466.3% | -246.5% | -5.5% |
| All | +219.8% | +468.3% | -248.6% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling